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ARQQ vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARQQ vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arqit Quantum Inc. (ARQQ) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARQQ achieves a -17.64% return, which is significantly higher than MSTY's -35.55% return.


ARQQ

1D
-5.56%
1M
32.50%
6M
-32.26%
YTD
-17.64%
1Y
-48.04%
3Y*
-16.99%
5Y*
10Y*

MSTY

1D
-2.03%
1M
-23.27%
6M
-39.01%
YTD
-35.55%
1Y
-73.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARQQ vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ARQQ
Arqit Quantum Inc.
-17.64%-43.67%188.18%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-35.55%-42.71%212.16%

Correlation

The correlation between ARQQ and MSTY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.27

The correlation between ARQQ and MSTY shifts across timeframes, from 0.27 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ARQQ vs. MSTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARQQ
ARQQ Risk / Return Rank: 2828
Overall Rank
ARQQ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ARQQ Sortino Ratio Rank: 3333
Sortino Ratio Rank
ARQQ Omega Ratio Rank: 3333
Omega Ratio Rank
ARQQ Calmar Ratio Rank: 2323
Calmar Ratio Rank
ARQQ Martin Ratio Rank: 2727
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTY Omega Ratio Rank: 00
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARQQ vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arqit Quantum Inc. (ARQQ) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ARQQMSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.00

0.75

+0.25

Calmar ratioReturn relative to maximum drawdown

-0.60

-0.95

+0.35

Martin ratioReturn relative to average drawdown

-0.86

-1.41

+0.56

ARQQ vs. MSTY - Sharpe Ratio Comparison

The current ARQQ Sharpe Ratio is -0.42, which is higher than the MSTY Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of ARQQ and MSTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ARQQ vs. MSTY - Drawdown Comparison

The maximum ARQQ drawdown since its inception was -99.60%, which is greater than MSTY's maximum drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for ARQQ and MSTY.


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Drawdown Indicators


ARQQMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-99.60%

-77.40%

-22.20%

Max Drawdown (1Y)

Largest decline over 1 year

-79.78%

-77.40%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-89.69%

Current Drawdown

Current decline from peak

-98.11%

-74.66%

-23.45%

Average Drawdown

Average peak-to-trough decline

-88.92%

-28.01%

-60.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.19%

52.19%

+4.00%

Volatility

ARQQ vs. MSTY - Volatility Comparison

Arqit Quantum Inc. (ARQQ) has a higher volatility of 57.99% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 23.76%. This indicates that ARQQ's price experiences larger fluctuations and is considered to be riskier than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARQQMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

57.99%

23.76%

+34.23%

Volatility (6M)

Calculated over the trailing 6-month period

80.86%

53.06%

+27.80%

Volatility (1Y)

Calculated over the trailing 1-year period

113.80%

64.61%

+49.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

135.95%

72.32%

+63.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

135.95%

72.32%

+63.63%

Dividends

ARQQ vs. MSTY - Dividend Comparison

ARQQ has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 289.43%.


PositionTTM20252024
ARQQ
Arqit Quantum Inc.
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
289.43%294.61%104.56%

Frequently Asked Questions


ARQQ and MSTY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARQQ has higher volatility (57.99%) compared to MSTY (23.76%). In terms of maximum drawdown, ARQQ dropped -99.60% vs MSTY's -77.40%.

ARQQ currently has the higher Sharpe Ratio (-0.42 vs -1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ARQQ and MSTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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